CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
666-0 |
680-2 |
14-2 |
2.1% |
651-0 |
| High |
678-6 |
681-2 |
2-4 |
0.4% |
678-6 |
| Low |
659-4 |
669-6 |
10-2 |
1.6% |
650-0 |
| Close |
678-4 |
674-6 |
-3-6 |
-0.6% |
678-4 |
| Range |
19-2 |
11-4 |
-7-6 |
-40.3% |
28-6 |
| ATR |
14-3 |
14-2 |
-0-2 |
-1.4% |
0-0 |
| Volume |
151,614 |
181,670 |
30,056 |
19.8% |
724,078 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709-6 |
703-6 |
681-1 |
|
| R3 |
698-2 |
692-2 |
677-7 |
|
| R2 |
686-6 |
686-6 |
676-7 |
|
| R1 |
680-6 |
680-6 |
675-6 |
678-0 |
| PP |
675-2 |
675-2 |
675-2 |
673-7 |
| S1 |
669-2 |
669-2 |
673-6 |
666-4 |
| S2 |
663-6 |
663-6 |
672-5 |
|
| S3 |
652-2 |
657-6 |
671-5 |
|
| S4 |
640-6 |
646-2 |
668-3 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755-3 |
745-5 |
694-2 |
|
| R3 |
726-5 |
716-7 |
686-3 |
|
| R2 |
697-7 |
697-7 |
683-6 |
|
| R1 |
688-1 |
688-1 |
681-1 |
693-0 |
| PP |
669-1 |
669-1 |
669-1 |
671-4 |
| S1 |
659-3 |
659-3 |
675-7 |
664-2 |
| S2 |
640-3 |
640-3 |
673-2 |
|
| S3 |
611-5 |
630-5 |
670-5 |
|
| S4 |
582-7 |
601-7 |
662-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
681-2 |
659-0 |
22-2 |
3.3% |
12-0 |
1.8% |
71% |
True |
False |
153,096 |
| 10 |
681-2 |
639-4 |
41-6 |
6.2% |
11-4 |
1.7% |
84% |
True |
False |
150,701 |
| 20 |
681-2 |
599-4 |
81-6 |
12.1% |
13-0 |
1.9% |
92% |
True |
False |
165,975 |
| 40 |
681-2 |
567-4 |
113-6 |
16.9% |
11-1 |
1.7% |
94% |
True |
False |
135,679 |
| 60 |
681-2 |
520-6 |
160-4 |
23.8% |
11-6 |
1.7% |
96% |
True |
False |
140,292 |
| 80 |
681-2 |
520-6 |
160-4 |
23.8% |
11-5 |
1.7% |
96% |
True |
False |
124,195 |
| 100 |
681-2 |
468-0 |
213-2 |
31.6% |
11-7 |
1.8% |
97% |
True |
False |
112,264 |
| 120 |
681-2 |
429-4 |
251-6 |
37.3% |
11-2 |
1.7% |
97% |
True |
False |
100,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
730-1 |
|
2.618 |
711-3 |
|
1.618 |
699-7 |
|
1.000 |
692-6 |
|
0.618 |
688-3 |
|
HIGH |
681-2 |
|
0.618 |
676-7 |
|
0.500 |
675-4 |
|
0.382 |
674-1 |
|
LOW |
669-6 |
|
0.618 |
662-5 |
|
1.000 |
658-2 |
|
1.618 |
651-1 |
|
2.618 |
639-5 |
|
4.250 |
620-7 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
675-4 |
673-2 |
| PP |
675-2 |
671-5 |
| S1 |
675-0 |
670-1 |
|